+245.3%
RCL vs PENG
+31.0%
+214.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -23.0% | +19.9% | +2.3% |
| 7D | +3.9% | -36.7% | +40.6% | +14.0% |
| 30D | +11.8% | -42.0% | +53.8% | +23.8% |
| 3M | -0.8% | -33.2% | +32.4% | +4.9% |
| 6M | +23.6% | +2.1% | +21.5% | +7.2% |
| YTD | +17.6% | +90.3% | -72.7% | -18.0% |
| 1Y | +28.3% | +67.7% | -39.4% | -7.4% |
| 3Y | +261.4% | +154.2% | +107.2% | +100.2% |
| 5Y | +245.3% | +28.3% | +217.0% | +115.6% |
| All | +245.3% | +31.0% | +214.3% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling